-9.1%
MCO vs MSTU
-94.0%
+84.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.8% | +5.3% | -1.3% |
| 7D | -7.3% | -22.0% | +14.7% | -6.6% |
| 30D | -1.7% | +60.3% | -62.0% | -3.6% |
| 3M | +3.9% | -3.7% | +7.6% | +2.6% |
| 6M | +3.8% | -45.2% | +49.0% | +3.0% |
| YTD | -7.9% | -64.3% | +56.4% | -7.8% |
| All | -9.1% | -94.0% | +84.9% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling